I've heard it both ways on dry firing the Buckmark though I agree dry firing rimfires in general is a bad habit to get into. But regards the Buckmark, the simplest way to test if your firing pin is hitting the chamber. Cock your BM, insert a small piece of paper in front of the slide and then dry fire. If the firing pin leaves a mark on the paper then it's hitting the barrel when dry fired. So don't do it.
Regards the sight base screws - I noticed what Mad Man noticed, 100 rounds or so and the BM was fine. At about 250-300 rounds the screws were loose and had to be re-tightened. Personally I don't have an issue with using locktite on the screws. Also, while I clean the bore and chamber area after each use, I don't take the sight base off and clean the whole gun but every 1-1.5K rounds.
While I agree, R&R'ing the sight base could change the POA, it doesn't seem to in my experience but then I don't shoot my BM competitively either. The alloy and Tactical Solutions sight base fit pretty tight so I don't think normal R&R for cleaning is going to have a big impact.